+305.6%
WM vs BURL
+215.5%
+90.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | -2.4% | -28.2% | +25.8% | +1.1% |
| 3M | +0.4% | -17.6% | +18.0% | +2.4% |
| 6M | -9.5% | -11.8% | +2.3% | -8.7% |
| YTD | +0.5% | -8.1% | +8.6% | +0.8% |
| 1Y | -1.1% | -12.0% | +10.9% | -0.7% |
| 3Y | +46.0% | +63.3% | -17.3% | +32.3% |
| 5Y | +51.8% | -10.8% | +62.6% | +47.4% |
| All | +305.6% | +215.5% | +90.2% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling